We go over our 2010 Gap Fill I strategy from "Seven Trading Systems for the S&P Futures" to see how it has performed over the last 12 years. The out of sample results are impressive.
The 2019 update improves the average trade profit.
With higher index levels, a profit target of $400 instead of $200 more than doubles our average trade profit. The volatility adjustment makes sense as the index level of the S&P is much higher in 2022 than in 2010.
For All Strategy Access Subscribers, this is the Gap Fill Master strategy in the 1. ASA - ES workspace.